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MTD vs. PHMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTD vs. PHMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mettler-Toledo International Inc. (MTD) and PIMCO High Yield Municipal Bond Fund (PHMIX). The values are adjusted to include any dividend payments, if applicable.

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MTD vs. PHMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTD
Mettler-Toledo International Inc.
-8.62%13.93%0.88%-16.08%-14.83%48.92%43.67%40.26%-8.71%48.01%
PHMIX
PIMCO High Yield Municipal Bond Fund
0.04%5.00%5.33%8.97%-13.90%5.51%6.21%10.77%2.28%9.83%

Returns By Period

In the year-to-date period, MTD achieves a -8.62% return, which is significantly lower than PHMIX's 0.04% return. Over the past 10 years, MTD has outperformed PHMIX with an annualized return of 13.80%, while PHMIX has yielded a comparatively lower 3.70% annualized return.


MTD

1D
1.02%
1M
-3.85%
YTD
-8.62%
6M
-1.22%
1Y
10.18%
3Y*
-5.92%
5Y*
1.63%
10Y*
13.80%

PHMIX

1D
0.36%
1M
-2.00%
YTD
0.04%
6M
0.99%
1Y
3.34%
3Y*
5.46%
5Y*
1.65%
10Y*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MTD vs. PHMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MTD
MTD Risk / Return Rank: 4949
Overall Rank
MTD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
MTD Sortino Ratio Rank: 4646
Sortino Ratio Rank
MTD Omega Ratio Rank: 4444
Omega Ratio Rank
MTD Calmar Ratio Rank: 5050
Calmar Ratio Rank
MTD Martin Ratio Rank: 5252
Martin Ratio Rank

PHMIX
PHMIX Risk / Return Rank: 2626
Overall Rank
PHMIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PHMIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
PHMIX Omega Ratio Rank: 3131
Omega Ratio Rank
PHMIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PHMIX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTD vs. PHMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and PIMCO High Yield Municipal Bond Fund (PHMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MTDPHMIXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.66

-0.36

Sortino ratio

Return per unit of downside risk

0.67

0.91

-0.24

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.35

0.93

-0.58

Martin ratio

Return relative to average drawdown

1.03

2.66

-1.63

MTD vs. PHMIX - Sharpe Ratio Comparison

The current MTD Sharpe Ratio is 0.30, which is lower than the PHMIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MTD and PHMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MTDPHMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.66

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.34

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.79

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.85

-0.31

Correlation

The correlation between MTD and PHMIX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MTD vs. PHMIX - Dividend Comparison

MTD has not paid dividends to shareholders, while PHMIX's dividend yield for the trailing twelve months is around 4.58%.


TTM20252024202320222021202020192018201720162015
MTD
Mettler-Toledo International Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHMIX
PIMCO High Yield Municipal Bond Fund
4.58%5.91%5.33%4.71%3.39%3.84%3.62%4.38%4.41%4.22%4.12%4.46%

Drawdowns

MTD vs. PHMIX - Drawdown Comparison

The maximum MTD drawdown since its inception was -61.43%, which is greater than PHMIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for MTD and PHMIX.


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Drawdown Indicators


MTDPHMIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.43%

-35.54%

-25.89%

Max Drawdown (1Y)

Largest decline over 1 year

-22.44%

-5.41%

-17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-18.96%

-24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-18.96%

-24.51%

Current Drawdown

Current decline from peak

-25.17%

-2.35%

-22.82%

Average Drawdown

Average peak-to-trough decline

-13.58%

-5.00%

-8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

1.89%

+5.73%

Volatility

MTD vs. PHMIX - Volatility Comparison

Mettler-Toledo International Inc. (MTD) has a higher volatility of 10.11% compared to PIMCO High Yield Municipal Bond Fund (PHMIX) at 1.36%. This indicates that MTD's price experiences larger fluctuations and is considered to be riskier than PHMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTDPHMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.11%

1.36%

+8.75%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

2.17%

+16.84%

Volatility (1Y)

Calculated over the trailing 1-year period

34.01%

5.69%

+28.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.02%

4.83%

+26.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

4.68%

+24.45%